+77.3%
SO vs QID
-76.4%
+153.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.2% | +1.2% |
| 7D | -1.1% | -0.8% | -0.3% | -1.1% |
| 30D | +8.6% | +20.1% | -11.5% | +9.1% |
| 3M | +1.8% | +11.8% | -10.0% | +2.1% |
| 6M | +3.6% | +5.5% | -1.9% | +3.8% |
| YTD | +9.9% | -21.5% | +31.5% | +8.9% |
| 1Y | +5.7% | -22.6% | +28.3% | +4.6% |
| 3Y | +52.5% | -72.3% | +124.8% | +40.0% |
| 5Y | +77.3% | -76.9% | +154.2% | +55.6% |
| All | +77.3% | -76.4% | +153.8% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling